跳跃-扩散模型框架下基于鞍点近似的信用组合一致性风险度量

Systems Engineering - Theory & Practice ›› 2008, Vol. 28 ›› Issue (10) : 24-30.

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中国科学院数学与系统科学研究院期刊网
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Systems Engineering - Theory & Practice ›› 2008, Vol. 28 ›› Issue (10) : 24-30. DOI: 10.12011/1000-6788(2008)10-24
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